+126.0%
DUK vs LNG
+562.2%
-436.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | 0.0% |
| 7D | -0.7% | -4.7% | +4.0% | -0.2% |
| 30D | -2.4% | +3.8% | -6.3% | -2.9% |
| 3M | -3.0% | +16.2% | -19.2% | -4.8% |
| 6M | -6.6% | +11.7% | -18.2% | -8.0% |
| YTD | +4.6% | +44.2% | -39.7% | -0.1% |
| 1Y | +1.2% | +18.6% | -17.3% | -1.2% |
| 3Y | +45.7% | +77.4% | -31.7% | +34.7% |
| 5Y | +40.3% | +232.3% | -192.0% | +17.9% |
| All | +126.0% | +562.2% | -436.2% | +65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LNG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling